+48.4%
RSP vs AG
0.0%
+48.4%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.4% |
| 7D | +2.4% | -10.0% | +12.3% | +3.3% |
| 30D | +4.3% | -10.5% | +14.8% | +5.1% |
| 3M | -0.3% | -27.3% | +26.9% | +2.0% |
| 6M | +9.8% | -43.0% | +52.8% | +14.2% |
| YTD | +16.8% | -17.9% | +34.7% | +16.3% |
| 1Y | +19.5% | +11.9% | +7.6% | +15.4% |
| 3Y | +65.1% | +201.8% | -136.7% | +38.5% |
| All | +48.4% | 0.0% | +48.4% | +43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded AG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling